+750.3%
NVT vs KIM
+160.2%
+590.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.1% | +4.9% |
| 7D | +4.1% | -1.7% | +5.8% | +5.0% |
| 30D | -5.1% | -3.0% | -2.2% | -3.7% |
| 3M | -1.2% | -8.9% | +7.7% | +2.8% |
| 6M | +46.6% | +2.4% | +44.2% | +43.5% |
| YTD | +60.0% | +18.3% | +41.7% | +45.0% |
| 1Y | +70.8% | +8.2% | +62.6% | +61.4% |
| 3Y | +187.5% | +44.0% | +143.5% | +129.4% |
| 5Y | +426.1% | +37.3% | +388.8% | +324.4% |
| All | +750.3% | +160.2% | +590.1% | +380.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling